mrzed hit the main points. Aftershave may sting momentarily, but if it does, it's only doing it's job.
As for the shine, I would let it shine! Just be careful in direct sunlight, as your scalp could get sunburned quickly and painfully. If you are going out during the day, bring sunblock or a hat along with you just in case you are caught outside without shade. After a few weeks, it will start tanning a little and start matching the rest of your face.
Good luck, and post some pictures!